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Andy and Jamie Murray suffered a disappointing first-round exit against Austria's Jurgen Melzer and Alexander Peya in the Olympic doubles event.

The British brothers had their chances after winning the first set and forcing a second set tie-break, but the Austrians prevailed 5-7 7-6 (8-6) 7-5.

Elena Baltacha marked her Olympic debut with a 6-3 6-4 singles win over Agnes Szavay of Hungary at Wimbledon.

But Anne Keothavong lost 4-6 6-3 6-2 to Caroline Wozniacki of Denmark.

The Murray brothers had the better of things for much of the two hours and 32 minutes they were on Court Two, twice leading by a break in the final set.

However, elder brother Jamie lost serve twice as they were pegged back, and once again in the 12th game as the Austrians clinched victory.

"It was tough. We played well," said Andy Murray. "We were a break up twice in the third set. We had enough chances to win the match, but each time we got the break we got broken straight back, so it was tough."

Asked about the raucous crowd, he added: "They did a great job. They were really loud from the first point to the last.

"They helped a lot. You don't always get that for doubles matches and it was a really nice atmosphere to play in. I hope they enjoyed the match."

The world number four must now turn his attention to the singles and an opening match against Switzerland's Stanislas Wawrinka on Centre Court on Sunday.

Britain's other hopes in the men's doubles, Colin Fleming and Ross Hutchins, were beaten 7-5 6-3 by Frenchmen Julien Benneteau and Richard Gasquet, while Heather Watson and Laura Robson let an early lead slip as Angelique Kerber and Sabine Lisicki of Germany won 1-6 6-4 6-3.

Baltacha will play doubles with Keothavong on Sunday before her second-round singles match against Ana Ivanovic on Monday.

"It's an amazing opportunity for me," said the Scot. "I have absolutely nothing to lose. She's the one that is meant to be beating me.

"It's a great match to go into because there's no pressure on me. That way you can really relax and really go for it. When Ana is playing at her best, she's a very good player. If she is not playing well, there's a lot of weaknesses.

"One, it depends which Ana turns up. Two, I'm going to be fighting. I'll really swing for it, and see what kind of damage I can cause her."

Baltacha also revealed that she needs surgery on one and maybe both ankles and could quit the sport if the recovery process takes a long time.